Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 646.840802 662.519413 677.943311 694.254242 711.008888 727.713045 745.621933
2026-01-25 626.960956 650.045274 673.063687 697.737631 723.435946 749.411210 777.650843
2026-02-01 612.334544 640.641802 669.152423 700.022507 732.507358 765.680957 802.125089
2026-02-08 600.894147 633.385633 666.382970 702.410356 740.648490 780.032486 823.678144
2026-02-15 590.448812 626.429488 663.234846 703.713177 746.997974 791.914363 842.072839
2026-02-22 581.511082 620.549802 660.742627 705.236343 753.136453 803.178298 859.447424
2026-03-01 573.039707 614.766989 657.982510 706.109134 758.240797 813.041059 875.052557
2026-03-08 564.632158 608.726222 654.643006 706.061428 762.077977 821.300597 888.712195
2026-03-15 558.251431 604.627776 653.169762 707.811629 767.661305 831.279722 904.098995
2026-03-22 551.086118 599.450914 650.318478 707.858643 771.202606 838.878988 916.750233
2026-03-29 545.902552 596.266263 649.480304 709.956689 776.856363 848.681212 931.742580
2026-04-05 541.774082 594.096404 649.623775 713.012431 783.460343 859.449839 947.753361
2026-04-12 536.982180 591.084800 648.745687 714.855000 788.657161 868.626239 961.990282
2026-04-19 533.722483 589.665600 649.533867 718.462522 795.748490 879.862273 978.513867
2026-04-26 529.799461 587.400216 649.285865 720.824367 801.373108 889.409741 993.115720
2026-05-03 526.163556 585.360356 649.203458 723.292382 807.051510 898.973161 1007.716910
2026-05-10 521.942166 582.569519 648.195402 724.638949 811.398122 906.989470 1020.539469
2026-05-17 518.063786 580.081683 647.451870 726.213274 815.943096 915.188728 1033.551693
2026-05-24 513.898062 577.188116 646.177044 727.115386 819.665021 922.412127 1045.427216
2026-05-31 509.257591 573.676059 644.128652 727.066077 822.239654 928.282285 1055.721177
2026-06-07 506.010933 571.688467 643.753719 728.875089 826.898691 936.507551 1068.723007
2026-06-14 501.734525 568.455094 641.896066 728.923683 829.482664 942.314726 1078.907910
2026-06-21 498.974440 566.908117 641.918638 731.092254 834.478313 950.880564 1092.300232